Essays about: "Repo rate"

Showing result 1 - 5 of 60 essays containing the words Repo rate.

  1. 1. The impact of firm-level greenness on the transmission of monetary policy shocks to stock market prices in Sweden

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Marcus Boman; Ira Kansara; [2024]
    Keywords : Monetary Policy; Heterogeneity; Sustainable Investing; ESG; Green Transition;

    Abstract : A growing literature has indicated that monetary policy shocks impact the stock prices of brown firms more strongly than the stock prices of green firms. Monetary policy tightening is associated with lower stock prices since it leads to a higher cost of capital and in turn a higher discount rate for the expected stream of cash flows. READ MORE

  3. 2. Unveiling the Predictive Power

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Alex Lundvall; Gabriel Ahonen; [2023]
    Keywords : Stock market returns; Macroeconomic indicators; Vector Autoregression model; Granger Causality test; Business and Economics;

    Abstract : To obtain excessive returns on the stock market, investors should be able to effectively forecast what drives the fluctuations of the stock market. The usage of macroeconomic factors as indicators for stock market performances has been utilized more profoundly in recent times. READ MORE

  4. 3. Modelling Non-Maturing Deposits: Examining the Impact of Repo Rates and Volume Dynamics on Valuation Using Regression, Time Series Analysis, and Vasicek Methods

    University essay from KTH/Matematik (Avd.)

    Author : Alexandra Benckert; My Loft; [2023]
    Keywords : Non-maturing deposits; ARIMAX model; Regression analysis; Deposit volume modelling; Vasicek model for short rate; Interest rate sensitivity; Valuation of non-maturing deposits.; Icke tidsbunden inlåning; ARIMAX-modellen; Regressionsanalys; Modellering av inlåningsvolym; Vasicek-modellen för kort ränta; Räntekänslighet; Värdering av icke tidsbunden inlåning.;

    Abstract : This thesis focuses on modelling non-maturing deposits (NMD) and has been written in collaboration with Svenska Handelsbanken. The methodology includes regression analysis and time series analysis, with the Repo rate serving as an exogenous variable in both models. READ MORE

  5. 4. The Swedish inflation rate and stock market returns: does the Fisher effect exist?

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Adam Malmén; Anton Persson; [2022-02-15]
    Keywords : ;

    Abstract : In Sweden the annual inflation rate raised in September 2021 above the Sveriges Riksbank inflation target of two percent annually, which has been the central bank's inflation target since 1995. This created a discussion regarding if the repo interest rate should be increased from currently zero percent. READ MORE

  6. 5. Determinants of Mergers & Acquisitions Activity : A quantitative study on public Swedish firms

    University essay from Umeå universitet/Företagsekonomi

    Author : Hjalmar Johnson; Carl Scherstén; [2022]
    Keywords : mergers acquisitions; activity; monetary policy; repo rate; quantitative easing; solvency; liquidity; industry; pecking-order theory; trade-off theory; agency theory;

    Abstract : This study investigates the effect of monetary policy, focusing on repo rate and the expansion of QE programs, on Mergers and Acquisitions activity in publicly listed companies on the Swedish Stock Exchange. The study also investigates whether there are significant relationships between companies’ acquisition activity, their solvency or liquidity ratios. READ MORE